+596.9%
MSI vs PFG
+239.8%
+357.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.4% |
| 7D | -4.0% | +3.2% | -7.2% | -5.1% |
| 30D | -0.5% | +0.9% | -1.4% | -0.9% |
| 3M | +11.4% | +7.7% | +3.7% | +8.4% |
| 6M | +1.0% | +29.0% | -28.0% | -7.6% |
| YTD | +20.7% | +32.5% | -11.8% | +9.0% |
| 1Y | -2.7% | +47.3% | -50.0% | -15.5% |
| 3Y | +68.2% | +68.2% | 0.0% | +36.8% |
| 5Y | +100.0% | +108.5% | -8.5% | +48.3% |
| 10Y | +596.9% | +241.4% | +355.5% | +296.9% |
| All | +596.9% | +239.8% | +357.1% | +296.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PFG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling